sarima_random: Simulate Seasonal ARIMA
In palatej/rjd3toolkit: Utility Functions around 'JDemetra+ 3.0'

sarima_random

R Documentation

Simulate Seasonal ARIMA

Description

Simulate Seasonal ARIMA

Usage

sarima_random(model, length, stde = 1, tdegree = 0, seed = -1)

Arguments

`model`	a `"JD3_SARIMA"` model (see `sarima_model()` function).
`length`	length of the output series.
`stde`	deviation of the normal distribution of the innovations of the simulated series. Unused if `tdegree` is larger than 0.
`tdegree`	degrees of freedom of the T distribution of the innovations. `tdegree = 0` if normal distribution is used.
`seed`	seed of the random numbers generator. Negative values mean random seeds

Examples

# Airline model
s_model <- sarima_model(period = 12, d = 1, bd = 1, theta = 0.2, btheta = 0.2)
x <- sarima_random(s_model, length = 64, seed = 0)
plot(x, type = "l")

palatej/rjd3toolkit documentation built on Oct. 30, 2024, 10:46 p.m.